+230.9%
ASTS vs PENG
+179.5%
+51.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +12.4% | -5.3% | +2.9% |
| 7D | -21.1% | -19.4% | -1.6% | -15.4% |
| 30D | -46.7% | -42.4% | -4.3% | -36.8% |
| 3M | -52.0% | -25.6% | -26.4% | -48.2% |
| 6M | -54.3% | +7.3% | -61.5% | -57.0% |
| YTD | -55.5% | +113.9% | -169.3% | -66.7% |
| 1Y | -50.5% | +93.6% | -144.0% | -61.8% |
| 3Y | +706.2% | +170.2% | +536.0% | +441.2% |
| 5Y | +165.2% | +44.2% | +121.0% | +90.8% |
| All | +230.9% | +179.5% | +51.4% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling